Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 0.451654 0.501484 0.556616 0.622526 0.699688 0.787799 0.896938
2025-02-02 0.393562 0.456755 0.531192 0.626526 0.747130 0.897085 1.101681
2025-02-09 0.348512 0.417855 0.503453 0.619071 0.774699 0.982440 1.290883
2025-02-16 0.318239 0.392071 0.486894 0.621028 0.811888 1.083980 1.522424
2025-02-23 0.286264 0.359985 0.457570 0.600672 0.813533 1.133891 1.687618
2025-03-02 0.258200 0.330055 0.427514 0.574712 0.801943 1.160205 1.819227
2025-03-09 0.243800 0.317186 0.419381 0.578830 0.835455 1.262323 2.108079
2025-03-16 0.236141 0.312804 0.422506 0.599608 0.897676 1.423642 2.558505
2025-03-23 0.226516 0.304636 0.419031 0.609222 0.942166 1.561944 3.011342
2025-03-30 0.216437 0.294914 0.412158 0.612206 0.975010 1.684471 3.476732
2025-04-06 0.206008 0.283853 0.402171 0.608651 0.994998 1.784898 3.930297
2025-04-13 0.191769 0.266070 0.380220 0.582270 0.967931 1.779552 4.093440
2025-04-20 0.184833 0.259442 0.376158 0.587796 1.005869 1.931587 4.814175
2025-04-27 0.178716 0.253666 0.372979 0.594487 1.047238 2.103026 5.714853
2025-05-04 0.170959 0.244783 0.363929 0.589318 1.062876 2.215511 6.492502
2025-05-11 0.165257 0.238856 0.359416 0.592208 1.096505 2.385066 7.650021
2025-05-18 0.156475 0.227411 0.344630 0.573740 1.079247 2.409850 8.190131
2025-05-25 0.147451 0.215147 0.327719 0.549697 1.046080 2.381723 8.460666
2025-06-01 0.143484 0.211086 0.324987 0.553776 1.080115 2.565037 10.065050
2025-06-08 0.142103 0.211250 0.329723 0.573445 1.155417 2.905551 13.170434
2025-06-15 0.139260 0.208756 0.329440 0.582562 1.205828 3.184503 16.482236
2025-06-22 0.135737 0.204904 0.326386 0.585415 1.240353 3.421679 20.092294
2025-06-29 0.131631 0.199841 0.320758 0.582099 1.257634 3.601259 23.718953